'Colour picker' window remains open when the Inspector window closed by 'Close Tab' option.

Step To reproduce:
1. Create a New Project
2. Project Window > Create> Material > Inspector
3. Inspector > Main Maps > Albedo > Colour Picker
4. Right Click on Inspector Window > Close Tab

Expected result: 'Colour picker' should close as soon as the Inspector window gets closed.

Actual result: 'Colour picker' from Material property remains open after closing Inspector window

Workaround:
-On clicking anywhere in the Project screen will vanish 'Colour picker window'.

Reproduced on:
2020.1.0b14, 2020.1.0a22

Working fine on: 2020.2.0a16, 2020.1.0a21 , 2019.4.2f1, 2019.3.15f1

Notes:
- The same behaviour is reproducible with different assets which use Colour Picker ex. Colour Gradient, Custom Render Texture

Environment: macOS10.15